Anic Equity

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Total return since start: 0.628 %

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Equity now: -----------------------------> 49718.57 Kr

Max Equity ever reached: ------------> 53120.35 Kr

Portfolio value: --------------------------> 45671.03 Kr

PnL: ---------------------------------------> 615.03 Kr

DD now: ---------------------------------> -6.404 %

Max portfolio DD since start: ----> -13.025 %

Updated:

'2023-07-05 09:00:02.369374'

Anic Portfolio

Today

Return: 0.0 %

This Week

Return: 0.843 %

Total portfolio value

Return including deposits: 62.766 %

Benchmark comparison TODAY

Benchmark comparison

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings

	volume	changePercent	value	profit	profitPercent	acquiredValue
name
Hennes & Mauritz B	9	-0.760000	1655.100000	186.100000	12.670000	1468.999998
Orrön Energy	180	0.000000	2202.300000	159.300000	7.800000	2043.000000
Sedana Medical	93	0.000000	2661.660000	140.660000	5.580000	2521.000011
Atrium Ljungberg B	5	0.000000	995.000000	60.000000	6.420000	935.000000
Platzer Fastigheter Holding B	12	0.000000	1020.000000	59.000000	6.140000	960.999996
VEF	909	-0.100000	1907.080000	57.080000	3.090000	1850.000436
Catena	2	0.000000	838.800000	46.800000	5.910000	792.000000
Sagax B	4	0.000000	897.200000	43.200000	5.060000	854.000000
Sagax A	4	0.000000	896.000000	42.000000	4.920000	854.000000
Hoist Finance	35	0.000000	1016.750000	36.750000	3.750000	980.000000
Hexatronic Group	12	0.000000	1001.760000	34.760000	3.590000	966.999996
JM	6	-1.130000	892.200000	28.200000	3.260000	864.000000
BioGaia B	8	0.000000	950.400000	20.400000	2.190000	930.000000
Bilia A	8	0.170000	917.600000	17.600000	1.960000	900.000000
Byggmax Group	33	0.000000	973.500000	17.500000	1.830000	956.000001
Biotage	7	0.000000	957.600000	16.600000	1.760000	940.999997
Clas Ohlson B	12	0.000000	984.000000	11.000000	1.130000	972.999996
Gränges	9	-0.570000	936.900000	8.900000	0.960000	927.999999
HEXPOL B	9	0.000000	1027.800000	6.800000	0.670000	1020.999996
OX2	13	0.000000	954.850000	4.850000	0.510000	949.999999
AcadeMedia	8	0.000000	406.400000	4.400000	1.090000	402.000000
EQT	4	0.000000	836.400000	4.400000	0.530000	832.000000
ASSA ABLOY B	3	0.000000	779.700000	0.700000	0.090000	779.000001
Nordic Waterproofing Holding	7	0.000000	953.400000	-13.600000	-1.410000	966.999999
Alimak Group	11	-0.600000	913.000000	-15.000000	-1.620000	927.999996
Addnode Group B	11	0.000000	902.000000	-19.000000	-2.060000	921.000003
Creaspac SPAC	39	0.000000	3697.200000	-20.800000	-0.560000	3717.999987
SKF B	5	0.000000	918.250000	-21.750000	-2.310000	940.000000
Hexagon B	26	0.000000	3433.300000	-27.700000	-0.800000	3461.000010
Indutrade	5	0.000000	1190.000000	-28.000000	-2.300000	1218.000000
Vitec Software Group B	2	0.000000	1059.000000	-28.000000	-2.580000	1087.000000
Latour B	4	0.000000	816.000000	-41.000000	-4.780000	857.000000
INVISIO	16	0.880000	3648.000000	-41.000000	-1.110000	3689.000000
Bufab	3	0.000000	1050.600000	-58.400000	-5.270000	1109.000001
BHG Group	97	0.000000	1381.280000	-77.720000	-5.330000	1458.999989
TOTAL			45671.030000	615.030000	-6.40391%	45056.000411

Updated:

'2023-07-05 09:00:22.152147'

None

Last optimization/rebalancing:

'2023-06-15'

Next optimization/rebalancing:

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!

AVAN-Live vs backtest and OMXSE30 2023

Walk forward test results - depending on starting day

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %.

Walk forward test results - Distribution of maximal drawdowns

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.